def main(
exp_min: float = Argument(..., help='Minimal exponent'),
exp_max: float = Argument(..., help='Maximal exponent'),
ei_snapshots: int = Argument(
..., help='Number of snapshots for empirical interpolation.'),
ei_size: int = Argument(..., help='Number of interpolation DOFs.'),
snapshots: int = Argument(
..., help='Number of snapshots for basis generation.'),
rb_size: int = Argument(..., help='Size of the reduced basis.'),
cache_region: Choices('none memory disk persistent') = Option(
'disk',
help='Name of cache region to use for caching solution snapshots.'
),
ei_alg: Choices('ei_greedy deim') = Option(
'ei_greedy', help='Interpolation algorithm to use.'),
grid: int = Option(60, help='Use grid with (2*NI)*NI elements.'),
grid_type: Choices('rect tria') = Option('rect',
help='Type of grid to use.'),
initial_data: Choices('sin bump') = Option(
'sin', help='Select the initial data (sin, bump).'),
ipython_engines:
int = Option(
0,
help=
'If positive, the number of IPython cluster engines to use for parallel greedy search. '
'If zero, no parallelization is performed.'),
ipython_profile: str = Option(
None, help='IPython profile to use for parallelization.'),
lxf_lambda: float = Option(
1., help='Parameter lambda in Lax-Friedrichs flux.'),
periodic:
bool = Option(
True,
help
='If not, solve with dirichlet boundary conditions on left and bottom boundary.'
),
nt: int = Option(100, help='Number of time steps.'),
num_flux: Choices('lax_friedrichs engquist_osher') = Option(
'engquist_osher', help='Numerical flux to use.'),
plot_err: bool = Option(False, help='Plot error.'),
plot_ei_err: bool = Option(False,
help='Plot empirical interpolation error.'),
plot_error_landscape: bool = Option(
False,
help='Calculate and show plot of reduction error vs. basis sizes.'
),
plot_error_landscape_M: int = Option(
10, help='Number of collateral basis sizes to test.'),
plot_error_landscape_N: int = Option(
10, help='Number of basis sizes to test.'),
plot_solutions: bool = Option(False,
help='Plot some example solutions.'),
test: int = Option(
10,
help='Number of snapshots to use for stochastic error estimation.'
),
vx: float = Option(1., help='Speed in x-direction.'),
vy: float = Option(1., help='Speed in y-direction.'),
):
"""Model order reduction of a two-dimensional Burgers-type equation
(see pymor.analyticalproblems.burgers) using the reduced basis method
with empirical operator interpolation.
"""
print('Setup Problem ...')
problem = burgers_problem_2d(vx=vx,
vy=vy,
initial_data_type=initial_data.value,
parameter_range=(exp_min, exp_max),
torus=periodic)
print('Discretize ...')
if grid_type == 'rect':
grid *= 1. / math.sqrt(2)
fom, _ = discretize_instationary_fv(
problem,
diameter=1. / grid,
grid_type=RectGrid if grid_type == 'rect' else TriaGrid,
num_flux=num_flux.value,
lxf_lambda=lxf_lambda,
nt=nt)
if cache_region != 'none':
# building a cache_id is only needed for persistent CacheRegions
cache_id = (
f"pymordemos.burgers_ei {vx} {vy} {initial_data}"
f"{periodic} {grid} {grid_type} {num_flux} {lxf_lambda} {nt}")
fom.enable_caching(cache_region.value, cache_id)
print(fom.operator.grid)
print(f'The parameters are {fom.parameters}')
if plot_solutions:
print('Showing some solutions')
Us = ()
legend = ()
for mu in problem.parameter_space.sample_uniformly(4):
print(f"Solving for exponent = {mu['exponent']} ... ")
sys.stdout.flush()
Us = Us + (fom.solve(mu), )
legend = legend + (f"exponent: {mu['exponent']}", )
fom.visualize(Us,
legend=legend,
title='Detailed Solutions',
block=True)
pool = new_parallel_pool(ipython_num_engines=ipython_engines,
ipython_profile=ipython_profile)
eim, ei_data = interpolate_operators(
fom, ['operator'],
problem.parameter_space.sample_uniformly(ei_snapshots),
error_norm=fom.l2_norm,
product=fom.l2_product,
max_interpolation_dofs=ei_size,
alg=ei_alg.value,
pool=pool)
if plot_ei_err:
print('Showing some EI errors')
ERRs = ()
legend = ()
for mu in problem.parameter_space.sample_randomly(2):
print(f"Solving for exponent = \n{mu['exponent']} ... ")
sys.stdout.flush()
U = fom.solve(mu)
U_EI = eim.solve(mu)
ERR = U - U_EI
ERRs = ERRs + (ERR, )
legend = legend + (f"exponent: {mu['exponent']}", )
print(f'Error: {np.max(fom.l2_norm(ERR))}')
fom.visualize(ERRs,
legend=legend,
title='EI Errors',
separate_colorbars=True)
print('Showing interpolation DOFs ...')
U = np.zeros(U.dim)
dofs = eim.operator.interpolation_dofs
U[dofs] = np.arange(1, len(dofs) + 1)
U[eim.operator.source_dofs] += int(len(dofs) / 2)
fom.visualize(fom.solution_space.make_array(U),
title='Interpolation DOFs')
print('RB generation ...')
reductor = InstationaryRBReductor(eim)
greedy_data = rb_greedy(
fom,
reductor,
problem.parameter_space.sample_uniformly(snapshots),
use_error_estimator=False,
error_norm=lambda U: np.max(fom.l2_norm(U)),
extension_params={'method': 'pod'},
max_extensions=rb_size,
pool=pool)
rom = greedy_data['rom']
print('\nSearching for maximum error on random snapshots ...')
tic = time.perf_counter()
mus = problem.parameter_space.sample_randomly(test)
def error_analysis(N, M):
print(f'N = {N}, M = {M}: ', end='')
rom = reductor.reduce(N)
rom = rom.with_(operator=rom.operator.with_cb_dim(M))
l2_err_max = -1
mumax = None
for mu in mus:
print('.', end='')
sys.stdout.flush()
u = rom.solve(mu)
URB = reductor.reconstruct(u)
U = fom.solve(mu)
l2_err = np.max(fom.l2_norm(U - URB))
l2_err = np.inf if not np.isfinite(l2_err) else l2_err
if l2_err > l2_err_max:
l2_err_max = l2_err
mumax = mu
print()
return l2_err_max, mumax
error_analysis = np.frompyfunc(error_analysis, 2, 2)
real_rb_size = len(reductor.bases['RB'])
real_cb_size = len(ei_data['basis'])
if plot_error_landscape:
N_count = min(real_rb_size - 1, plot_error_landscape_N)
M_count = min(real_cb_size - 1, plot_error_landscape_M)
Ns = np.linspace(1, real_rb_size, N_count).astype(np.int)
Ms = np.linspace(1, real_cb_size, M_count).astype(np.int)
else:
Ns = np.array([real_rb_size])
Ms = np.array([real_cb_size])
N_grid, M_grid = np.meshgrid(Ns, Ms)
errs, err_mus = error_analysis(N_grid, M_grid)
errs = errs.astype(np.float)
l2_err_max = errs[-1, -1]
mumax = err_mus[-1, -1]
toc = time.perf_counter()
t_est = toc - tic
print('''
*** RESULTS ***
Problem:
parameter range: ({exp_min}, {exp_max})
h: sqrt(2)/{grid}
grid-type: {grid_type}
initial-data: {initial_data}
lxf-lambda: {lxf_lambda}
nt: {nt}
not-periodic: {periodic}
num-flux: {num_flux}
(vx, vy): ({vx}, {vy})
Greedy basis generation:
number of ei-snapshots: {ei_snapshots}
prescribed collateral basis size: {ei_size}
actual collateral basis size: {real_cb_size}
number of snapshots: {snapshots}
prescribed basis size: {rb_size}
actual basis size: {real_rb_size}
elapsed time: {greedy_data[time]}
Stochastic error estimation:
number of samples: {test}
maximal L2-error: {l2_err_max} (mu = {mumax})
elapsed time: {t_est}
'''.format(**locals()))
sys.stdout.flush()
if plot_error_landscape:
import matplotlib.pyplot as plt
import mpl_toolkits.mplot3d # NOQA
fig = plt.figure()
ax = fig.add_subplot(111, projection='3d')
# rescale the errors since matplotlib does not support logarithmic scales on 3d plots
# https://github.com/matplotlib/matplotlib/issues/209
surf = ax.plot_surface(M_grid,
N_grid,
np.log(np.minimum(errs, 1)) / np.log(10),
rstride=1,
cstride=1,
cmap='jet')
plt.show()
if plot_err:
U = fom.solve(mumax)
URB = reductor.reconstruct(rom.solve(mumax))
fom.visualize(
(U, URB, U - URB),
legend=('Detailed Solution', 'Reduced Solution', 'Error'),
title='Maximum Error Solution',
separate_colorbars=True)
global test_results
test_results = (ei_data, greedy_data)
def main(args):
args = docopt(__doc__, args)
args['--cache-region'] = args['--cache-region'].lower()
args['--grid'] = int(args['--grid'])
args['--grid-type'] = args['--grid-type'].lower()
assert args['--grid-type'] in ('rect', 'tria')
args['--initial-data'] = args['--initial-data'].lower()
assert args['--initial-data'] in ('sin', 'bump')
args['--lxf-lambda'] = float(args['--lxf-lambda'])
args['--nt'] = int(args['--nt'])
args['--not-periodic'] = bool(args['--not-periodic'])
args['--num-flux'] = args['--num-flux'].lower()
assert args['--num-flux'] in ('lax_friedrichs', 'engquist_osher')
args['--plot-error-landscape-N'] = int(args['--plot-error-landscape-N'])
args['--plot-error-landscape-M'] = int(args['--plot-error-landscape-M'])
args['--test'] = int(args['--test'])
args['--vx'] = float(args['--vx'])
args['--vy'] = float(args['--vy'])
args['--ipython-engines'] = int(args['--ipython-engines'])
args['EXP_MIN'] = int(args['EXP_MIN'])
args['EXP_MAX'] = int(args['EXP_MAX'])
args['EI_SNAPSHOTS'] = int(args['EI_SNAPSHOTS'])
args['EISIZE'] = int(args['EISIZE'])
args['SNAPSHOTS'] = int(args['SNAPSHOTS'])
args['RBSIZE'] = int(args['RBSIZE'])
print('Setup Problem ...')
problem = burgers_problem_2d(vx=args['--vx'], vy=args['--vy'], initial_data_type=args['--initial-data'],
parameter_range=(args['EXP_MIN'], args['EXP_MAX']), torus=not args['--not-periodic'])
print('Discretize ...')
if args['--grid-type'] == 'rect':
args['--grid'] *= 1. / m.sqrt(2)
d, _ = discretize_instationary_fv(
problem,
diameter=1. / args['--grid'],
grid_type=RectGrid if args['--grid-type'] == 'rect' else TriaGrid,
num_flux=args['--num-flux'],
lxf_lambda=args['--lxf-lambda'],
nt=args['--nt']
)
if args['--cache-region'] != 'none':
d.enable_caching(args['--cache-region'])
print(d.operator.grid)
print('The parameter type is {}'.format(d.parameter_type))
if args['--plot-solutions']:
print('Showing some solutions')
Us = ()
legend = ()
for mu in d.parameter_space.sample_uniformly(4):
print('Solving for exponent = {} ... '.format(mu['exponent']))
sys.stdout.flush()
Us = Us + (d.solve(mu),)
legend = legend + ('exponent: {}'.format(mu['exponent']),)
d.visualize(Us, legend=legend, title='Detailed Solutions', block=True)
pool = new_parallel_pool(ipython_num_engines=args['--ipython-engines'], ipython_profile=args['--ipython-profile'])
ei_d, ei_data = interpolate_operators(d, ['operator'],
d.parameter_space.sample_uniformly(args['EI_SNAPSHOTS']), # NOQA
error_norm=d.l2_norm,
max_interpolation_dofs=args['EISIZE'],
pool=pool)
if args['--plot-ei-err']:
print('Showing some EI errors')
ERRs = ()
legend = ()
for mu in d.parameter_space.sample_randomly(2):
print('Solving for exponent = \n{} ... '.format(mu['exponent']))
sys.stdout.flush()
U = d.solve(mu)
U_EI = ei_d.solve(mu)
ERR = U - U_EI
ERRs = ERRs + (ERR,)
legend = legend + ('exponent: {}'.format(mu['exponent']),)
print('Error: {}'.format(np.max(d.l2_norm(ERR))))
d.visualize(ERRs, legend=legend, title='EI Errors', separate_colorbars=True)
print('Showing interpolation DOFs ...')
U = np.zeros(U.dim)
dofs = ei_d.operator.interpolation_dofs
U[dofs] = np.arange(1, len(dofs) + 1)
U[ei_d.operator.source_dofs] += int(len(dofs)/2)
d.visualize(d.solution_space.make_array(U),
title='Interpolation DOFs')
print('RB generation ...')
reductor = GenericRBReductor(ei_d)
greedy_data = greedy(d, reductor, d.parameter_space.sample_uniformly(args['SNAPSHOTS']),
use_estimator=False, error_norm=lambda U: np.max(d.l2_norm(U)),
extension_params={'method': 'pod'}, max_extensions=args['RBSIZE'],
pool=pool)
rd = greedy_data['rd']
print('\nSearching for maximum error on random snapshots ...')
tic = time.time()
mus = d.parameter_space.sample_randomly(args['--test'])
def error_analysis(N, M):
print('N = {}, M = {}: '.format(N, M), end='')
rd = reductor.reduce(N)
rd = rd.with_(operator=rd.operator.with_cb_dim(M))
l2_err_max = -1
mumax = None
for mu in mus:
print('.', end='')
sys.stdout.flush()
u = rd.solve(mu)
URB = reductor.reconstruct(u)
U = d.solve(mu)
l2_err = np.max(d.l2_norm(U - URB))
l2_err = np.inf if not np.isfinite(l2_err) else l2_err
if l2_err > l2_err_max:
l2_err_max = l2_err
mumax = mu
print()
return l2_err_max, mumax
error_analysis = np.frompyfunc(error_analysis, 2, 2)
real_rb_size = len(reductor.RB)
real_cb_size = len(ei_data['basis'])
if args['--plot-error-landscape']:
N_count = min(real_rb_size - 1, args['--plot-error-landscape-N'])
M_count = min(real_cb_size - 1, args['--plot-error-landscape-M'])
Ns = np.linspace(1, real_rb_size, N_count).astype(np.int)
Ms = np.linspace(1, real_cb_size, M_count).astype(np.int)
else:
Ns = np.array([real_rb_size])
Ms = np.array([real_cb_size])
N_grid, M_grid = np.meshgrid(Ns, Ms)
errs, err_mus = error_analysis(N_grid, M_grid)
errs = errs.astype(np.float)
l2_err_max = errs[-1, -1]
mumax = err_mus[-1, -1]
toc = time.time()
t_est = toc - tic
print('''
*** RESULTS ***
Problem:
parameter range: ({args[EXP_MIN]}, {args[EXP_MAX]})
h: sqrt(2)/{args[--grid]}
grid-type: {args[--grid-type]}
initial-data: {args[--initial-data]}
lxf-lambda: {args[--lxf-lambda]}
nt: {args[--nt]}
not-periodic: {args[--not-periodic]}
num-flux: {args[--num-flux]}
(vx, vy): ({args[--vx]}, {args[--vy]})
Greedy basis generation:
number of ei-snapshots: {args[EI_SNAPSHOTS]}
prescribed collateral basis size: {args[EISIZE]}
actual collateral basis size: {real_cb_size}
number of snapshots: {args[SNAPSHOTS]}
prescribed basis size: {args[RBSIZE]}
actual basis size: {real_rb_size}
elapsed time: {greedy_data[time]}
Stochastic error estimation:
number of samples: {args[--test]}
maximal L2-error: {l2_err_max} (mu = {mumax})
elapsed time: {t_est}
'''.format(**locals()))
sys.stdout.flush()
if args['--plot-error-landscape']:
import matplotlib.pyplot as plt
import mpl_toolkits.mplot3d # NOQA
fig = plt.figure()
ax = fig.add_subplot(111, projection='3d')
# we have to rescale the errors since matplotlib does not support logarithmic scales on 3d plots
# https://github.com/matplotlib/matplotlib/issues/209
surf = ax.plot_surface(M_grid, N_grid, np.log(np.minimum(errs, 1)) / np.log(10),
rstride=1, cstride=1, cmap='jet')
plt.show()
if args['--plot-err']:
U = d.solve(mumax)
URB = reductor.reconstruct(rd.solve(mumax))
d.visualize((U, URB, U - URB), legend=('Detailed Solution', 'Reduced Solution', 'Error'),
title='Maximum Error Solution', separate_colorbars=True)
return ei_data, greedy_data
def burgers_demo(args):
args['--grid'] = int(args['--grid'])
args['--grid-type'] = args['--grid-type'].lower()
assert args['--grid-type'] in ('rect', 'tria')
args['--initial-data'] = args['--initial-data'].lower()
assert args['--initial-data'] in ('sin', 'bump')
args['--lxf-lambda'] = float(args['--lxf-lambda'])
args['--nt'] = int(args['--nt'])
args['--not-periodic'] = bool(args['--not-periodic'])
args['--num-flux'] = args['--num-flux'].lower()
assert args['--num-flux'] in ('lax_friedrichs', 'engquist_osher')
args['--plot-error-landscape-N'] = int(args['--plot-error-landscape-N'])
args['--plot-error-landscape-M'] = int(args['--plot-error-landscape-M'])
args['--test'] = int(args['--test'])
args['--vx'] = float(args['--vx'])
args['--vy'] = float(args['--vy'])
args['EXP_MIN'] = int(args['EXP_MIN'])
args['EXP_MAX'] = int(args['EXP_MAX'])
args['EI_SNAPSHOTS'] = int(args['EI_SNAPSHOTS'])
args['EISIZE'] = int(args['EISIZE'])
args['SNAPSHOTS'] = int(args['SNAPSHOTS'])
args['RBSIZE'] = int(args['RBSIZE'])
print('Setup Problem ...')
grid_type_map = {'rect': RectGrid, 'tria': TriaGrid}
domain_discretizer = partial(discretize_domain_default,
grid_type=grid_type_map[args['--grid-type']])
problem = Burgers2DProblem(vx=args['--vx'],
vy=args['--vy'],
initial_data_type=args['--initial-data'],
parameter_range=(args['EXP_MIN'],
args['EXP_MAX']),
torus=not args['--not-periodic'])
print('Discretize ...')
discretizer = discretize_nonlinear_instationary_advection_fv
if args['--grid-type'] == 'rect':
args['--grid'] *= 1. / m.sqrt(2)
discretization, _ = discretizer(problem,
diameter=1. / args['--grid'],
num_flux=args['--num-flux'],
lxf_lambda=args['--lxf-lambda'],
nt=args['--nt'],
domain_discretizer=domain_discretizer)
print(discretization.operator.grid)
print('The parameter type is {}'.format(discretization.parameter_type))
if args['--plot-solutions']:
print('Showing some solutions')
Us = tuple()
legend = tuple()
for mu in discretization.parameter_space.sample_uniformly(4):
print('Solving for exponent = {} ... '.format(mu['exponent']))
sys.stdout.flush()
Us = Us + (discretization.solve(mu), )
legend = legend + ('exponent: {}'.format(mu['exponent']), )
discretization.visualize(Us,
legend=legend,
title='Detailed Solutions',
block=True)
ei_discretization, ei_data = interpolate_operators(
discretization,
['operator'],
discretization.parameter_space.sample_uniformly(
args['EI_SNAPSHOTS']), # NOQA
error_norm=discretization.l2_norm,
target_error=1e-10,
max_interpolation_dofs=args['EISIZE'],
projection='orthogonal',
product=discretization.l2_product)
if args['--plot-ei-err']:
print('Showing some EI errors')
ERRs = tuple()
legend = tuple()
for mu in discretization.parameter_space.sample_randomly(2):
print('Solving for exponent = \n{} ... '.format(mu['exponent']))
sys.stdout.flush()
U = discretization.solve(mu)
U_EI = ei_discretization.solve(mu)
ERR = U - U_EI
ERRs = ERRs + (ERR, )
legend = legend + ('exponent: {}'.format(mu['exponent']), )
print('Error: {}'.format(np.max(discretization.l2_norm(ERR))))
discretization.visualize(ERRs,
legend=legend,
title='EI Errors',
separate_colorbars=True)
print('Showing interpolation DOFs ...')
U = np.zeros(U.dim)
dofs = ei_discretization.operator.interpolation_dofs
U[dofs] = np.arange(1, len(dofs) + 1)
U[ei_discretization.operator.source_dofs] += int(len(dofs) / 2)
discretization.visualize(NumpyVectorArray(U),
title='Interpolation DOFs')
print('RB generation ...')
def reductor(discretization, rb, extends=None):
return reduce_generic_rb(ei_discretization, rb, extends=extends)
extension_algorithm = partial(pod_basis_extension)
greedy_data = greedy(
discretization,
reductor,
discretization.parameter_space.sample_uniformly(args['SNAPSHOTS']),
use_estimator=False,
error_norm=lambda U: np.max(discretization.l2_norm(U)),
extension_algorithm=extension_algorithm,
max_extensions=args['RBSIZE'])
rb_discretization, reconstructor = greedy_data[
'reduced_discretization'], greedy_data['reconstructor']
print('\nSearching for maximum error on random snapshots ...')
tic = time.time()
mus = list(discretization.parameter_space.sample_randomly(args['--test']))
def error_analysis(N, M):
print('N = {}, M = {}: '.format(N, M), end='')
rd, rc, _ = reduce_to_subbasis(rb_discretization, N, reconstructor)
rd = rd.with_(operator=rd.operator.projected_to_subbasis(
dim_collateral=M))
l2_err_max = -1
mumax = None
for mu in mus:
print('.', end='')
sys.stdout.flush()
u = rd.solve(mu)
URB = rc.reconstruct(u)
U = discretization.solve(mu)
l2_err = np.max(discretization.l2_norm(U - URB))
l2_err = np.inf if not np.isfinite(l2_err) else l2_err
if l2_err > l2_err_max:
l2_err_max = l2_err
mumax = mu
print()
return l2_err_max, mumax
error_analysis = np.frompyfunc(error_analysis, 2, 2)
real_rb_size = len(greedy_data['basis'])
real_cb_size = len(ei_data['basis'])
if args['--plot-error-landscape']:
N_count = min(real_rb_size - 1, args['--plot-error-landscape-N'])
M_count = min(real_cb_size - 1, args['--plot-error-landscape-M'])
Ns = np.linspace(1, real_rb_size, N_count).astype(np.int)
Ms = np.linspace(1, real_cb_size, M_count).astype(np.int)
else:
Ns = np.array([real_rb_size])
Ms = np.array([real_cb_size])
N_grid, M_grid = np.meshgrid(Ns, Ms)
errs, err_mus = error_analysis(N_grid, M_grid)
errs = errs.astype(np.float)
l2_err_max = errs[-1, -1]
mumax = err_mus[-1, -1]
toc = time.time()
t_est = toc - tic
print('''
*** RESULTS ***
Problem:
parameter range: ({args[EXP_MIN]}, {args[EXP_MAX]})
h: sqrt(2)/{args[--grid]}
grid-type: {args[--grid-type]}
initial-data: {args[--initial-data]}
lxf-lambda: {args[--lxf-lambda]}
nt: {args[--nt]}
not-periodic: {args[--not-periodic]}
num-flux: {args[--num-flux]}
(vx, vy): ({args[--vx]}, {args[--vy]})
Greedy basis generation:
number of ei-snapshots: {args[EI_SNAPSHOTS]}
prescribed collateral basis size: {args[EISIZE]}
actual collateral basis size: {real_cb_size}
number of snapshots: {args[SNAPSHOTS]}
prescribed basis size: {args[RBSIZE]}
actual basis size: {real_rb_size}
elapsed time: {greedy_data[time]}
Stochastic error estimation:
number of samples: {args[--test]}
maximal L2-error: {l2_err_max} (mu = {mumax})
elapsed time: {t_est}
'''.format(**locals()))
sys.stdout.flush()
if args['--plot-error-landscape']:
import matplotlib.pyplot as plt
import mpl_toolkits.mplot3d # NOQA
fig = plt.figure()
ax = fig.add_subplot(111, projection='3d')
# we have to rescale the errors since matplotlib does not support logarithmic scales on 3d plots
# https://github.com/matplotlib/matplotlib/issues/209
surf = ax.plot_surface(M_grid,
N_grid,
np.log(np.minimum(errs, 1)) / np.log(10),
rstride=1,
cstride=1,
cmap='jet')
plt.show()
if args['--plot-err']:
U = discretization.solve(mumax)
URB = reconstructor.reconstruct(rb_discretization.solve(mumax))
discretization.visualize(
(U, URB, U - URB),
legend=('Detailed Solution', 'Reduced Solution', 'Error'),
title='Maximum Error Solution',
separate_colorbars=True)
def burgers_demo(args):
args['--grid'] = int(args['--grid'])
args['--initial-data'] = args['--initial-data'].lower()
assert args['--initial-data'] in ('sin', 'bump')
args['--lxf-lambda'] = float(args['--lxf-lambda'])
args['--nt'] = int(args['--nt'])
args['--not-periodic'] = bool(args['--not-periodic'])
args['--num-flux'] = args['--num-flux'].lower()
assert args['--num-flux'] in ('lax_friedrichs', 'engquist_osher')
args['--plot-error-landscape-N'] = int(args['--plot-error-landscape-N'])
args['--plot-error-landscape-M'] = int(args['--plot-error-landscape-M'])
args['--test'] = int(args['--test'])
args['--vx'] = float(args['--vx'])
args['--vy'] = float(args['--vy'])
args['EXP_MIN'] = int(args['EXP_MIN'])
args['EXP_MAX'] = int(args['EXP_MAX'])
args['DIFF_MIN'] = float(args['DIFF_MIN'])
args['DIFF_MAX'] = float(args['DIFF_MAX'])
args['EXP_EI_SNAPSHOTS'] = int(args['EXP_EI_SNAPSHOTS'])
args['DIFF_EI_SNAPSHOTS'] = int(args['DIFF_EI_SNAPSHOTS'])
args['EISIZE'] = int(args['EISIZE'])
args['EXP_SNAPSHOTS'] = int(args['EXP_SNAPSHOTS'])
args['DIFF_SNAPSHOTS'] = int(args['DIFF_SNAPSHOTS'])
args['RBSIZE'] = int(args['RBSIZE'])
print('Setup Problem ...')
domain_discretizer = partial(discretize_domain_default, grid_type=RectGrid)
problem = ViscousBurgersProblem(vx=args['--vx'], vy=args['--vy'], initial_data=args['--initial-data'],
parameter_range={'exponent': (args['EXP_MIN'], args['EXP_MAX']), 'diffusion': (args['DIFF_MIN'], args['DIFF_MAX'])},
torus=not args['--not-periodic'])
print('Discretize ...')
discretizer = discretize_nonlinear_instationary_advection_diffusion_fv
discretization, _ = discretizer(problem, diameter=m.sqrt(2) / args['--grid'],
num_flux=args['--num-flux'], lxf_lambda=args['--lxf-lambda'],
nt=args['--nt'], domain_discretizer=domain_discretizer)
print(discretization.explicit_operator.grid)
print('The parameter type is {}'.format(discretization.parameter_type))
if args['--plot-solutions']:
print('Showing some solutions')
for mu in discretization.parameter_space.sample_randomly(2):
print('Solving for exponent = \n{} ... '.format(mu['exponent']))
print('Solving for diffusion = \n{} ... '.format(mu['diffusion']))
sys.stdout.flush()
U = discretization.solve(mu)
discretization.visualize(U)
if args['EXP_MIN'] == args['EXP_MAX']:
ei_samples = discretization.parameter_space.sample_uniformly({'exponent': 1, 'diffusion': args['DIFF_EI_SNAPSHOTS']})
samples = discretization.parameter_space.sample_uniformly({'exponent': 1, 'diffusion': args['DIFF_SNAPSHOTS']})
elif args['DIFF_MIN'] == args['DIFF_MAX']:
ei_samples = discretization.parameter_space.sample_uniformly({'exponent': args['EXP_EI_SNAPSHOTS'], 'diffusion': 1})
samples = discretization.parameter_space.sample_uniformly({'exponent': args['EXP_SNAPSHOTS'], 'diffusion': 1})
else:
ei_samples = discretization.parameter_space.sample_uniformly({'exponent': args['EXP_EI_SNAPSHOTS'], 'diffusion': args['DIFF_EI_SNAPSHOTS']})
samples = discretization.parameter_space.sample_uniformly({'exponent': args['EXP_SNAPSHOTS'], 'diffusion': args['DIFF_SNAPSHOTS']})
ei_discretization, ei_data = interpolate_operators(discretization, ['explicit_operator'],
ei_samples,
error_norm=discretization.l2_norm,
target_error=1e-10,
max_interpolation_dofs=args['EISIZE'],
projection='orthogonal',
product=discretization.l2_product)
if args['--plot-ei-err']:
print('Showing some EI errors')
for mu in discretization.parameter_space.sample_randomly(2):
print('Solving for exponent = \n{} ... '.format(mu['exponent']))
print('Solving for diffusion = \n{} ... '.format(mu['diffusion']))
sys.stdout.flush()
U = discretization.solve(mu)
U_EI = ei_discretization.solve(mu)
ERR = U - U_EI
print('Error: {}'.format(np.max(discretization.l2_norm(ERR))))
discretization.visualize(ERR)
print('Showing interpolation DOFs ...')
U = np.zeros(U.dim)
dofs = ei_discretization.explicit_operator.interpolation_dofs
U[dofs] = np.arange(1, len(dofs) + 1)
U[ei_discretization.explicit_operator.source_dofs] += int(len(dofs)/2)
discretization.visualize(NumpyVectorArray(U))
print('RB generation ...')
def reductor(discretization, rb, extends=None):
return reduce_generic_rb(ei_discretization, rb, extends=extends)
extension_algorithm = partial(pod_basis_extension)
rb_initial_basis = discretization.initial_data.as_vector()
rb_initial_basis *= 1 / rb_initial_basis.l2_norm()[0]
greedy_data = greedy(discretization, reductor, samples, initial_basis = rb_initial_basis,
use_estimator=False, error_norm=lambda U: np.max(discretization.l2_norm(U)),
extension_algorithm=extension_algorithm, max_extensions=args['RBSIZE'])
rb_discretization, reconstructor = greedy_data['reduced_discretization'], greedy_data['reconstructor']
print('\nSearching for maximum error on random snapshots ...')
tic = time.time()
mus = list(discretization.parameter_space.sample_randomly(args['--test']))
#mus.append({'diffusion': np.array([0.0]), 'exponent': np.array(2.0)})
def error_analysis(N, M):
print('N = {}, M = {}: '.format(N, M), end='')
rd, rc, _ = reduce_to_subbasis(rb_discretization, N, reconstructor)
rd = rd.with_(explicit_operator=rd.explicit_operator.projected_to_subbasis(dim_collateral=M))
l2_err_max = -1
mumax = None
for mu in mus:
print('.', end='')
sys.stdout.flush()
u = rd.solve(mu)
URB = rc.reconstruct(u)
U = discretization.solve(mu)
l2_err = np.max(discretization.l2_norm(U - URB))
l2_err = np.inf if not np.isfinite(l2_err) else l2_err
if l2_err > l2_err_max:
l2_err_max = l2_err
mumax = mu
print(mumax)
print()
return l2_err_max, mumax
error_analysis = np.frompyfunc(error_analysis, 2, 2)
real_rb_size = len(greedy_data['basis'])
real_cb_size = len(ei_data['basis'])
if args['--plot-error-landscape']:
N_count = min(real_rb_size - 1, args['--plot-error-landscape-N'])
M_count = min(real_cb_size - 1, args['--plot-error-landscape-M'])
Ns = np.linspace(1, real_rb_size, N_count).astype(np.int)
Ms = np.linspace(1, real_cb_size, M_count).astype(np.int)
else:
Ns = np.array([real_rb_size])
Ms = np.array([real_cb_size])
N_grid, M_grid = np.meshgrid(Ns, Ms)
errs, err_mus = error_analysis(N_grid, M_grid)
errs = errs.astype(np.float)
l2_err_max = errs[-1, -1]
mumax = err_mus[-1, -1]
toc = time.time()
t_est = toc - tic
print('''
*** RESULTS ***
Problem:
parameter range: ({args[EXP_MIN]}, {args[EXP_MAX]}), ({args[DIFF_MIN]}, {args[DIFF_MAX]})
h: sqrt(2)/{args[--grid]}
initial-data: {args[--initial-data]}
lxf-lambda: {args[--lxf-lambda]}
nt: {args[--nt]}
not-periodic: {args[--not-periodic]}
num-flux: {args[--num-flux]}
(vx, vy): ({args[--vx]}, {args[--vy]})
Greedy basis generation:
number of ei-snapshots: ({args[EXP_EI_SNAPSHOTS]}, {args[DIFF_EI_SNAPSHOTS]})
prescribed collateral basis size: {args[EISIZE]}
actual collateral basis size: {real_cb_size}
number of snapshots: ({args[EXP_SNAPSHOTS]}, {args[DIFF_SNAPSHOTS]})
prescribed basis size: {args[RBSIZE]}
actual basis size: {real_rb_size}
elapsed time: {greedy_data[time]}
Stochastic error estimation:
number of samples: {args[--test]}
maximal L2-error: {l2_err_max} (mu = {mumax})
maximum errors: {errs}
N_grid (RB size): {N_grid}
M_grid (CB size): {M_grid}
elapsed time: {t_est}
'''.format(**locals()))
sys.stdout.flush()
if args['--plot-error-landscape']:
import matplotlib.pyplot as plt
import mpl_toolkits.mplot3d
fig = plt.figure()
ax = fig.add_subplot(111, projection='3d')
# we have to rescale the errors since matplotlib does not support logarithmic scales on 3d plots
# https://github.com/matplotlib/matplotlib/issues/209
surf = ax.plot_surface(M_grid, N_grid, np.log(np.minimum(errs, 1)) / np.log(10),
rstride=1, cstride=1, cmap='jet')
plt.show()
if args['--plot-err']:
discretization.visualize(U - URB)
def main(args):
args = docopt(__doc__, args)
args['--cache-region'] = args['--cache-region'].lower()
args['--ei-alg'] = args['--ei-alg'].lower()
assert args['--ei-alg'] in ('ei_greedy', 'deim')
args['--grid'] = int(args['--grid'])
args['--grid-type'] = args['--grid-type'].lower()
assert args['--grid-type'] in ('rect', 'tria')
args['--initial-data'] = args['--initial-data'].lower()
assert args['--initial-data'] in ('sin', 'bump')
args['--lxf-lambda'] = float(args['--lxf-lambda'])
args['--nt'] = int(args['--nt'])
args['--not-periodic'] = bool(args['--not-periodic'])
args['--num-flux'] = args['--num-flux'].lower()
assert args['--num-flux'] in ('lax_friedrichs', 'engquist_osher')
args['--plot-error-landscape-N'] = int(args['--plot-error-landscape-N'])
args['--plot-error-landscape-M'] = int(args['--plot-error-landscape-M'])
args['--test'] = int(args['--test'])
args['--vx'] = float(args['--vx'])
args['--vy'] = float(args['--vy'])
args['--ipython-engines'] = int(args['--ipython-engines'])
args['EXP_MIN'] = int(args['EXP_MIN'])
args['EXP_MAX'] = int(args['EXP_MAX'])
args['EI_SNAPSHOTS'] = int(args['EI_SNAPSHOTS'])
args['EISIZE'] = int(args['EISIZE'])
args['SNAPSHOTS'] = int(args['SNAPSHOTS'])
args['RBSIZE'] = int(args['RBSIZE'])
print('Setup Problem ...')
problem = burgers_problem_2d(vx=args['--vx'],
vy=args['--vy'],
initial_data_type=args['--initial-data'],
parameter_range=(args['EXP_MIN'],
args['EXP_MAX']),
torus=not args['--not-periodic'])
print('Discretize ...')
if args['--grid-type'] == 'rect':
args['--grid'] *= 1. / math.sqrt(2)
fom, _ = discretize_instationary_fv(
problem,
diameter=1. / args['--grid'],
grid_type=RectGrid if args['--grid-type'] == 'rect' else TriaGrid,
num_flux=args['--num-flux'],
lxf_lambda=args['--lxf-lambda'],
nt=args['--nt'])
if args['--cache-region'] != 'none':
fom.enable_caching(args['--cache-region'])
print(fom.operator.grid)
print(f'The parameter type is {fom.parameter_type}')
if args['--plot-solutions']:
print('Showing some solutions')
Us = ()
legend = ()
for mu in fom.parameter_space.sample_uniformly(4):
print(f"Solving for exponent = {mu['exponent']} ... ")
sys.stdout.flush()
Us = Us + (fom.solve(mu), )
legend = legend + (f"exponent: {mu['exponent']}", )
fom.visualize(Us,
legend=legend,
title='Detailed Solutions',
block=True)
pool = new_parallel_pool(ipython_num_engines=args['--ipython-engines'],
ipython_profile=args['--ipython-profile'])
eim, ei_data = interpolate_operators(
fom,
['operator'],
fom.parameter_space.sample_uniformly(args['EI_SNAPSHOTS']), # NOQA
error_norm=fom.l2_norm,
product=fom.l2_product,
max_interpolation_dofs=args['EISIZE'],
alg=args['--ei-alg'],
pool=pool)
if args['--plot-ei-err']:
print('Showing some EI errors')
ERRs = ()
legend = ()
for mu in fom.parameter_space.sample_randomly(2):
print(f"Solving for exponent = \n{mu['exponent']} ... ")
sys.stdout.flush()
U = fom.solve(mu)
U_EI = eim.solve(mu)
ERR = U - U_EI
ERRs = ERRs + (ERR, )
legend = legend + (f"exponent: {mu['exponent']}", )
print(f'Error: {np.max(fom.l2_norm(ERR))}')
fom.visualize(ERRs,
legend=legend,
title='EI Errors',
separate_colorbars=True)
print('Showing interpolation DOFs ...')
U = np.zeros(U.dim)
dofs = eim.operator.interpolation_dofs
U[dofs] = np.arange(1, len(dofs) + 1)
U[eim.operator.source_dofs] += int(len(dofs) / 2)
fom.visualize(fom.solution_space.make_array(U),
title='Interpolation DOFs')
print('RB generation ...')
reductor = InstationaryRBReductor(eim)
greedy_data = rb_greedy(fom,
reductor,
fom.parameter_space.sample_uniformly(
args['SNAPSHOTS']),
use_estimator=False,
error_norm=lambda U: np.max(fom.l2_norm(U)),
extension_params={'method': 'pod'},
max_extensions=args['RBSIZE'],
pool=pool)
rom = greedy_data['rom']
print('\nSearching for maximum error on random snapshots ...')
tic = time.time()
mus = fom.parameter_space.sample_randomly(args['--test'])
def error_analysis(N, M):
print(f'N = {N}, M = {M}: ', end='')
rom = reductor.reduce(N)
rom = rom.with_(operator=rom.operator.with_cb_dim(M))
l2_err_max = -1
mumax = None
for mu in mus:
print('.', end='')
sys.stdout.flush()
u = rom.solve(mu)
URB = reductor.reconstruct(u)
U = fom.solve(mu)
l2_err = np.max(fom.l2_norm(U - URB))
l2_err = np.inf if not np.isfinite(l2_err) else l2_err
if l2_err > l2_err_max:
l2_err_max = l2_err
mumax = mu
print()
return l2_err_max, mumax
error_analysis = np.frompyfunc(error_analysis, 2, 2)
real_rb_size = len(reductor.bases['RB'])
real_cb_size = len(ei_data['basis'])
if args['--plot-error-landscape']:
N_count = min(real_rb_size - 1, args['--plot-error-landscape-N'])
M_count = min(real_cb_size - 1, args['--plot-error-landscape-M'])
Ns = np.linspace(1, real_rb_size, N_count).astype(np.int)
Ms = np.linspace(1, real_cb_size, M_count).astype(np.int)
else:
Ns = np.array([real_rb_size])
Ms = np.array([real_cb_size])
N_grid, M_grid = np.meshgrid(Ns, Ms)
errs, err_mus = error_analysis(N_grid, M_grid)
errs = errs.astype(np.float)
l2_err_max = errs[-1, -1]
mumax = err_mus[-1, -1]
toc = time.time()
t_est = toc - tic
print('''
*** RESULTS ***
Problem:
parameter range: ({args[EXP_MIN]}, {args[EXP_MAX]})
h: sqrt(2)/{args[--grid]}
grid-type: {args[--grid-type]}
initial-data: {args[--initial-data]}
lxf-lambda: {args[--lxf-lambda]}
nt: {args[--nt]}
not-periodic: {args[--not-periodic]}
num-flux: {args[--num-flux]}
(vx, vy): ({args[--vx]}, {args[--vy]})
Greedy basis generation:
number of ei-snapshots: {args[EI_SNAPSHOTS]}
prescribed collateral basis size: {args[EISIZE]}
actual collateral basis size: {real_cb_size}
number of snapshots: {args[SNAPSHOTS]}
prescribed basis size: {args[RBSIZE]}
actual basis size: {real_rb_size}
elapsed time: {greedy_data[time]}
Stochastic error estimation:
number of samples: {args[--test]}
maximal L2-error: {l2_err_max} (mu = {mumax})
elapsed time: {t_est}
'''.format(**locals()))
sys.stdout.flush()
if args['--plot-error-landscape']:
import matplotlib.pyplot as plt
import mpl_toolkits.mplot3d # NOQA
fig = plt.figure()
ax = fig.add_subplot(111, projection='3d')
# we have to rescale the errors since matplotlib does not support logarithmic scales on 3d plots
# https://github.com/matplotlib/matplotlib/issues/209
surf = ax.plot_surface(M_grid,
N_grid,
np.log(np.minimum(errs, 1)) / np.log(10),
rstride=1,
cstride=1,
cmap='jet')
plt.show()
if args['--plot-err']:
U = fom.solve(mumax)
URB = reductor.reconstruct(rom.solve(mumax))
fom.visualize(
(U, URB, U - URB),
legend=('Detailed Solution', 'Reduced Solution', 'Error'),
title='Maximum Error Solution',
separate_colorbars=True)
return ei_data, greedy_data
